David Jamieson Bolder : Citation Profile


Are you David Jamieson Bolder?

Bank for International Settlements (BIS)

7

H index

6

i10 index

151

Citations

RESEARCH PRODUCTION:

1

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (1998 - 2011). See details.
   Cites by year: 11
   Journals where David Jamieson Bolder has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 10 (6.21 %)

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   Permalink: http://citec.repec.org/pbo181
   Updated: 2020-08-01    RAS profile: 2015-09-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with David Jamieson Bolder.

Is cited by:

Manna, Michele (5)

Dottori, Davide (5)

Sun, David (4)

Consiglio, Andrea (4)

Renne, Jean-Paul (3)

Jareño, Francisco (3)

Rudebusch, Glenn (3)

Landon, Stuart (3)

Grum, Andraž (2)

Rivadeneyra, Francisco (2)

Popiel, Michal (2)

Cites to:

Diebold, Francis (16)

Rudebusch, Glenn (11)

Piazzesi, Monika (11)

Svensson, Lars (6)

Ang, Andrew (5)

Söderlind, Paul (4)

Aruoba, S. Boragan (4)

Jarrow, Robert (3)

Sephton, Peter (3)

Shea, Gary (3)

Karlsson, Sune (3)

Main data


Where David Jamieson Bolder has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada11

Recent works citing David Jamieson Bolder (2018 and 2017)


YearTitle of citing document
2017Term Structure Analysis with Big Data. (2017). Rudebusch, Glenn ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-31.

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2019Unconventional monetary policy in a small open economy. (2016). Popiel, Michal ; MacDonald, Margaux. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274693.

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2020Visualizing Treasury Issuance Strategy. (2018). Cameron, Christopher. In: Papers. RePEc:arx:papers:1802.03376.

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2019Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression. (2019). Trejos-Zelaya, Javier ; Quiros-Granados, Andres. In: Papers. RePEc:arx:papers:2001.00920.

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2018Alternative Futures for Government of Canada Debt Management. (2018). Walton, Adrian ; Rivadeneyra, Francisco ; Garriott, Corey ; Nolin, Guillaume ; Lefebvre, Sophie. In: Discussion Papers. RePEc:bca:bocadp:18-15.

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2018Government of Canada Securities in the Cash, Repo and Securities Lending Markets. (2018). Gungor, Sermin ; Bulusu, Narayan. In: Discussion Papers. RePEc:bca:bocadp:18-4.

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2017Measuring Limits of Arbitrage in Fixed-Income Markets. (2017). Fontaine, Jean-Sebastien ; Nolin, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:17-44.

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2017Introducing global term structure in a risk parity framework. (2017). Stagnol, Lauren. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-23.

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2018Yield curve modelling and a conceptual framework for estimating yield curves: evidence from the European Central Bank’s yield curves. (2018). Nymand-Andersen, Per. In: Statistics Paper Series. RePEc:ecb:ecbsps:201827.

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2017Influencing Factors of Net Interest Margin in Turkish Banking Sector. (2017). Yuksel, Serhat ; Zengin, Sinemis . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-24.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2019Term Structure Analysis with Big Data: One-Step Estimation Using Bond Prices. (2019). Rudebusch, Glenn ; Andreasen, Martin M. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:26-46.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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2019El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841.

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2018Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle. (2018). Hessou, Helyoth ; Lai, Van Son . In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:23-39.

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2017Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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2018The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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2017Term Structure Analysis with Big Data. (2017). Rudebusch, Glenn ; Christensen, Jens ; Andreasen, Martin. In: Working Paper Series. RePEc:fip:fedfwp:2017-21.

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2017The effect of “regular and predictable” issuance on Treasury bill financing. (2017). Zhang, Allen ; Glasserman, Paul ; Sirohi, Amit . In: Economic Policy Review. RePEc:fip:fednep:00040.

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2018Longevity Risk Management and the Development of a Value-Based Longevity Index. (2018). Chang, Yang ; Sherris, Michael. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:10-:d:131400.

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2018Measuring International Migration in Azerbaijan. (2018). Mukhtarov, Shahriyar ; Yuksel, Serhat ; Iskandarov, Anar ; Mikayilov, Jeyhun I ; Mahmudlu, Ceyhun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:1:p:132-:d:125900.

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2017Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve. (2017). Bekker, Paul A. In: Research Report. RePEc:gro:rugsom:17009-eef.

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2018CHOOSING THE WEIGHTING COEFFICIENTS FOR ESTIMATING THE TERM STRUCTURE FROM SOVEREIGN BONDS. (2018). Sokhatskaya, Sofia ; Lapshin, Victor. In: HSE Working papers. RePEc:hig:wpaper:73/fe/2018.

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2019Extracting global factors from local yield curves. (2019). Stagnol, Lauren. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00126-4.

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2019Interest Rate Term Structure Decomposition: An Axiomatic. (2019). Barnard, Brian. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:1:p:84-96.

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2019Interest Rate Term Structure Decomposition at the Instrument Level. (2019). Barnard, Brian. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:3:p:7-27.

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2018Robust term structure estimation in developed and emerging markets. (2018). Ahi, Emrah ; Sener, Emrah ; Akgiray, Vedat. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2282-5.

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2017A Bayesian Multivariate Functional Dynamic Linear Model. (2017). Kowal, Daniel R ; Ruppert, David ; Matteson, David S. In: Journal of the American Statistical Association. RePEc:taf:jnlasa:v:112:y:2017:i:518:p:733-744.

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2019Functional Autoregression for Sparsely Sampled Data. (2019). Ruppert, David ; Matteson, David S ; Kowal, Daniel R. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:97-109.

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2018Zero-coupon interest rates: Evaluating three alternative datasets. (2018). Jareño, Francisco ; Navarro, Eliseo ; Jareo, Francisco ; Diaz, Antonio. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201867.

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Works by David Jamieson Bolder:


YearTitleTypeCited
2008The Canadian Debt-Strategy Model In: Bank of Canada Review.
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article6
2011The Canadian Debt-Strategy Model: An Overview of the Principal Elements In: Discussion Papers.
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paper3
1999Yield Curve Modelling at the Bank of Canada In: Technical Reports.
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paper36
2001Affine Term-Structure Models: Theory and Implementation In: Staff Working Papers.
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paper22
2002Towards a More Complete Debt Strategy Simulation Framework In: Staff Working Papers.
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paper0
2002Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada In: Staff Working Papers.
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paper22
2003A Stochastic Simulation Framework for the Government of Canadas Debt Strategy In: Staff Working Papers.
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paper13
2004An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates In: Staff Working Papers.
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paper30
2006Modelling Term-Structure Dynamics for Risk Management: A Practitioners Perspective In: Staff Working Papers.
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paper7
2007Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis In: Staff Working Papers.
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paper10
2007Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis.(2007) In: Staff Working Papers.
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This paper has another version. Agregated cites: 10
paper
2007Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioners Perspective In: Staff Working Papers.
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paper2
2008Combining Canadian Interest-Rate Forecasts In: Staff Working Papers.
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paper0
1998Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds In: Staff Working Papers.
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paper0

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